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 Backfitting and smooth backfitting for additive quantile models


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In this paper, we study the ordinary backfitting and smooth backfitting as methods of fitting additive quantile models. We show that these backfitting quantile estimators are asymptotically equivalent to the corresponding backfitting estimators of the additive components in a specially-designed additive mean regression model. This implies that the

Autor: Young Kyung Lee; Enno Mammen; Byeong U. Park

Fuente: https://archive.org/



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